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Fidelity Select Chemicals (FSCHX)
On
Dec 4
:
75.43
0.33
(0.44%)
MORE ON FSCHX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
32.81%
Worst 1 Yr Total Return
(2008)
:
-43.34%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FSCHX
Category
Alpha (against Standard Index)
13.99
9.09
Beta (against Standard Index)
1.17
1.32
Mean Annual Return
3.93
0.11
R-squared (against Standard Index)
73
73.43
Standard Deviation
26.69
30.30
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.30
N/A
5 Years
Statistic
FSCHX
Category
Alpha (against Standard Index)
8.31
4.85
Beta (against Standard Index)
1.17
1.33
Mean Annual Return
7.44
0.50
R-squared (against Standard Index)
69
70.27
Standard Deviation
22.43
25.31
Sharpe Ratio
0.30
N/A
Treynor Ratio
3.77
N/A
10 Years
Statistic
FSCHX
Category
Alpha (against Standard Index)
11.27
8.13
Beta (against Standard Index)
0.99
1.09
Mean Annual Return
9.93
0.69
R-squared (against Standard Index)
59
60.28
Standard Deviation
20.74
22.83
Sharpe Ratio
0.42
N/A
Treynor Ratio
7.01
N/A
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